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Table
D5.1
Structure
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Global OTC derivatives market
In billions of US dollars
«
‹
H1 2017
›
»
Notional amounts outstanding
Gross market value
H2 2015
H1 2016
H2 2016
H1 2017
H2 2015
H1 2016
H2 2016
H1 2017
All contracts
492,536
552,943
482,421
542,439
14,487
21,119
14,948
12,683
Foreign exchange contracts
75,953
85,867
78,780
88,429
2,712
3,578
3,324
2,626
By instrument
Outright forwards and forex swaps
39,923
47,738
44,226
51,754
1,037
1,714
1,515
1,259
Currency swaps
23,909
25,160
22,971
24,532
1,372
1,549
1,510
1,160
Options
12,093
12,913
11,533
12,088
303
315
299
208
Other products
28
56
50
55
By counterparty
Reporting dealers
31,726
35,139
33,027
36,521
1,074
1,431
1,426
1,112
Other financial institutions
33,641
39,659
35,290
40,258
1,074
1,549
1,304
1,036
Central Counterparties
...
1,327
1,754
2,119
...
76
70
68
Non-financial customers
10,560
11,013
10,413
11,594
564
599
594
479
By maturity
Up to 1 year
58,302
68,220
60,146
69,461
Between 1 and 5 years
12,361
12,606
12,997
13,346
Over 5 years
5,264
4,984
5,587
5,566
By currency
US dollar
66,121
75,422
70,550
77,043
2,564
3,104
2,947
2,299
Euro
24,682
26,473
24,334
27,826
890
917
871
929
Yen
12,814
15,400
14,146
14,904
401
916
714
405
Pound (sterling)
9,434
10,528
9,080
11,070
295
667
367
346
Swiss franc
4,094
3,909
3,541
4,120
134
134
112
113
Canadian dollar
3,134
3,511
3,350
4,068
186
125
111
140
Swedish krona
1,426
1,775
1,812
2,038
32
47
46
55
Other currencies
30,202
34,716
30,747
35,788
923
1,245
1,479
964
Interest rate contracts
395,138
446,462
385,513
435,205
10,525
16,417
10,636
9,045
By instrument
FRAs
60,520
76,763
63,183
75,414
191
382
243
129
Swaps
296,740
334,144
289,103
321,812
9,272
14,623
9,444
8,131
Options
37,628
35,407
32,823
37,641
1,061
1,411
949
786
Other products
250
148
404
338
By counterparty
Reporting dealers
56,994
50,310
43,556
42,682
3,160
3,673
2,497
2,122
Other financial institutions
322,379
383,876
329,892
379,504
6,564
11,857
7,450
6,290
Central Counterparties
...
338,220
287,219
329,766
...
8,791
5,029
4,388
Non-financial customers
15,515
12,128
11,660
12,681
801
886
688
633
By maturity
Up to 1 year
157,902
198,751
165,888
199,179
Between 1 and 5 years
139,505
143,436
128,978
141,852
Over 5 years
97,481
104,127
90,243
93,835
By currency
US dollar
140,013
154,185
143,290
159,034
2,480
4,080
2,356
1,850
Euro
121,617
128,987
105,594
126,553
4,948
6,992
4,815
4,155
Yen
38,680
50,739
41,800
40,975
646
1,467
753
630
Pound (sterling)
39,053
46,384
34,033
36,684
1,403
2,446
1,701
1,490
Swiss franc
4,021
4,120
4,168
4,299
105
152
102
84
Canadian dollar
7,530
9,030
8,471
9,849
165
227
129
128
Swedish krona
4,752
5,807
4,652
6,156
95
157
96
87
Other currencies
39,473
47,211
43,506
51,655
682
894
683
622
Equity-linked contracts
7,241
6,761
6,253
6,964
505
523
477
524
By instrument
Forwards and swaps
3,341
2,589
2,574
2,903
149
175
160
184
Options
3,900
4,173
3,678
4,061
356
348
317
340
By counterparty
Reporting dealers
3,091
2,414
2,120
2,297
170
177
147
160
Other financial institutions
3,550
3,790
3,489
3,991
249
275
255
287
Central Counterparties
...
45
57
70
...
2
1
3
Non-financial customers
600
558
644
676
86
71
76
77
By maturity
Up to 1 year
4,646
4,295
4,016
4,555
Between 1 and 5 years
2,232
2,100
1,922
2,086
Over 5 years
363
367
315
323
By market
US equities
2,785
2,963
2,782
2,767
214
215
198
217
European equities
2,870
2,265
2,082
2,668
149
151
134
149
Japanese equities
297
309
251
305
32
37
28
28
Other Asian equities
456
351
255
297
20
21
18
19
Latin American equities
150
154
221
199
9
10
14
11
Other equities
682
720
663
727
81
88
85
99